+122.7%
TT vs EQIX
+43.2%
+79.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.6% | +1.3% | +0.2% | +1.1% |
| 30D | -7.3% | +0.3% | -7.7% | -7.5% |
| 3M | -2.6% | -1.6% | -1.0% | -2.4% |
| 6M | +5.9% | +12.2% | -6.3% | +0.8% |
| YTD | +15.4% | +38.0% | -22.6% | +0.4% |
| 1Y | +8.2% | +38.9% | -30.7% | -6.2% |
| 3Y | +122.7% | +43.8% | +78.8% | +89.5% |
| All | +122.7% | +43.2% | +79.5% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EQIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling